Although stated by Hank in this episode, "Weird" Al Yankovic did not in fact commit suicide in the late eighties. At the time of recording this episode, he was still alive, and still is at the time of writing this comment.
When Joseph says the R rated movie he say featured a nude Harvey Keitel, the movie in question is either Bad Lieutenant or The Piano. Bad Lieutenant is rated NC-17 which hints that Joseph actually watched The Piano.
Hank says to Bobby that Weird Al Yankovic blew his brains out in the 1980's when people stopped buying his records, the person he is actually thinking of is satirist Dickie Goodman who made a lot of comedy records.